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A test of exponentiality against ℳ alternatives
Journal of Nonparametric Statistics ( IF 1.2 ) Pub Date : 2019-07-03 , DOI: 10.1080/10485252.2019.1643464 Priyanka Majumder 1 , Murari Mitra 1
Journal of Nonparametric Statistics ( IF 1.2 ) Pub Date : 2019-07-03 , DOI: 10.1080/10485252.2019.1643464 Priyanka Majumder 1 , Murari Mitra 1
Affiliation
ABSTRACT This paper introduces a test for detecting moment generating function order dominance. We develop a family of scale-invariant test statistics based on the weighted integrals of the difference between the empirical moment generating function and the mgf of an appropriate exponential distribution. The asymptotic distributions of our test statistics are derived and consistency of the test is established. We compute the local approximate Bahadur efficiency of the test against certain typical alternatives. The performance of the test is assessed by means of a simulation study. A suitable modification of the test under random censorship is also studied. Finally, we apply the test to some well-known real-life data sets for illustration in both the scenarios.
中文翻译:
对 ℳ 替代品的指数检验
摘要 本文介绍了一种用于检测矩生成函数顺序优势的测试。我们基于经验矩生成函数和适当指数分布的 mgf 之间的差异的加权积分开发了一系列尺度不变的测试统计量。导出了我们的测试统计量的渐近分布,并建立了测试的一致性。我们针对某些典型替代方案计算测试的局部近似 Bahadur 效率。测试的性能通过模拟研究进行评估。还研究了随机审查下测试的适当修改。最后,我们将测试应用于一些众所周知的现实生活数据集,以在这两种情况下进行说明。
更新日期:2019-07-03
中文翻译:
对 ℳ 替代品的指数检验
摘要 本文介绍了一种用于检测矩生成函数顺序优势的测试。我们基于经验矩生成函数和适当指数分布的 mgf 之间的差异的加权积分开发了一系列尺度不变的测试统计量。导出了我们的测试统计量的渐近分布,并建立了测试的一致性。我们针对某些典型替代方案计算测试的局部近似 Bahadur 效率。测试的性能通过模拟研究进行评估。还研究了随机审查下测试的适当修改。最后,我们将测试应用于一些众所周知的现实生活数据集,以在这两种情况下进行说明。